Fix SageMaker Session handling in Horovod test (#165)

Author: laurenyu

test/integration/sagemaker/test_horovod.py

@@ -21,7 +21,6 @@
 
 
 def test_distributed_training_horovod(sagemaker_session,
-                                      sagemaker_local_session,
                                       instance_type,
                                       ecr_image,
                                       tmpdir,
@@ -39,12 +38,13 @@ def test_distributed_training_horovod(sagemaker_session,
         script_mode=True,
         hyperparameters={'sagemaker_mpi_enabled': True,
                          'sagemaker_mpi_custom_mpi_options': mpi_options,
-                         'sagemaker_mpi_num_of_processes_per_host': 1})
+                         'sagemaker_mpi_num_of_processes_per_host': 1},
+        sagemaker_session=sagemaker_session)
 
     estimator.fit()
 
     model_data_source = sagemaker.local.data.get_data_source_instance(
-        estimator.model_data, sagemaker.session.Session())
+        estimator.model_data, sagemaker_session)
 
     for filename in model_data_source.get_file_list():
         assert os.path.basename(filename) == 'model.tar.gz'